Robust Kalman filters based on the sub-Gaussian α-stable distribution

Pengcheng Hao, Oktay Karakus, Alin Achim

Abstract: Highlights•A robust Kalman filtering framework based on the sub-Gaussian α<math><mi is="true">α</mi></math>-stable distribution.•Development of four MMSE estimators for the scale function.•Filtering under heavy-tailed noise.